Suppose $X$ is a normal with zero mean and standard deviation of $$ 10$ million. (a) Find
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Suppose $X$ is a normal with zero mean and standard deviation of $\$ 10$ million.
(a) Find the value at risk for $X$ for the risk tolerances $h=0.01,0.02,0.05,0.10,0.50,0.60$, and 0.95 .
(b) Is there a relation between $\mathrm{VaR}$ for values of $h \leq 0.50$ and values for $h \geq 0.50$ ?
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